There are two common reasons:
If your show is in your "History list", you might get an indication of what happened to the record request - often with a "Failed" message in the right hand column. Selecting the recording will give you more information as to why the request failed.
If you do not see it in your History list, you probably sent the request to another DVR that you have. Check your other DVRs and see if you can find the request there. Confirm that the DVR access card number that the request was sent to matches the DVR that you think you sent it to. If you did send it to the wrong DVR, you might want to relabel your DVRs in your My Equipment section at directv.com, so that you know which DVR you send requests to Learn how
If none of your record requests are being received, try resetting your receiver. You can do this by pressing the red button on the front of your receiver behind the panel on the bottom right corner on the receiver. You can also unplug your receiver's power cord from the electrical outlet, wait for 15 seconds, and plug it back in. Then press the "Power" button on the front panel of your receiver and wait for it to reboot.